Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 3 6 7 188
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 1 4 5 58
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 2 4 925
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 8 9 10 73
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 7 14 18 132
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 1 4 8 1,238
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 1 8 13 103
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 2 7 12 448
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 1 4 8 733
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 3 5 569
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 36 1 7 14 120
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 2 5 13 348
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 1 7 10 165
Playing the field: Geomagnetic storms and international stock markets 0 0 0 309 9 54 69 1,221
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 154 2 5 15 604
Robust inference in linear asset pricing models 0 0 0 35 0 5 5 71
Specification tests of asset pricing models using excess returns 0 0 0 113 2 8 13 460
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 2 5 71
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 2 4 291
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 4 9 1,006
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 1 7 13 75
Total Working Papers 0 0 1 2,169 42 167 260 8,899

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 2 4 171
Financial market frictions 0 0 2 117 0 4 13 369
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 1 1 1 81 1 5 11 220
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 0 6 20 192
Specification tests of asset pricing models using excess returns 0 0 0 63 2 5 8 263
The news in financial asset returns 0 0 0 6 0 3 4 199
Total Journal Articles 1 1 3 366 3 25 60 1,414

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Statistics updated 2026-03-04